+323.6%
NSC vs WST
+321.8%
+1.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -5.5% | +0.7% | -6.3% | -5.7% |
| 30D | -3.2% | -3.1% | -0.1% | -2.6% |
| 3M | +7.7% | +7.2% | +0.5% | +5.8% |
| 6M | +4.5% | +36.8% | -32.3% | -2.9% |
| YTD | +15.6% | +23.8% | -8.3% | +9.4% |
| 1Y | +19.8% | +37.8% | -17.9% | +10.3% |
| 3Y | +70.1% | -15.9% | +86.0% | +67.3% |
| 5Y | +46.1% | -25.8% | +71.9% | +45.8% |
| All | +323.6% | +321.8% | +1.8% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling